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Munder Micro-Cap Equity K (MMEKX)
On
Dec 4
:
21.92
0.44
(2.05%)
MORE ON MMEKX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
22.54%
Worst 1 Yr Total Return
(2008)
:
-44.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMEKX
Category
Alpha (against Standard Index)
-4.62
1.71
Beta (against Standard Index)
1.31
1.15
Mean Annual Return
-14.96
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
27.28
24.28
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-13.23
N/A
5 Years
Statistic
MMEKX
Category
Alpha (against Standard Index)
-2.21
1.12
Beta (against Standard Index)
1.35
1.19
Mean Annual Return
-3.76
0.21
R-squared (against Standard Index)
84
81.02
Standard Deviation
23.36
21.15
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.02
N/A
10 Years
Statistic
MMEKX
Category
Alpha (against Standard Index)
9.13
5.25
Beta (against Standard Index)
1.27
1.18
Mean Annual Return
4.91
0.43
R-squared (against Standard Index)
52
56.73
Standard Deviation
28.38
25.52
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.53
N/A
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